Port paper engine to latest `.accounting` sys fixes

- only preload necessary (one for clearing, all for ledger sync)
  `MktPair` info from the backend using `.get_mkt_info()`, build the
  `mkt_by_fqme: dict[str, MktPair]` and pass it to
  `TransactionLedger.iter_trans()`.
- use new `TransactionLedger.update_from_t()` method on clears.
- sanity check all `mkt_by_fqme` entries against `Flume.mkt` values
  when we open a data feed.
- rename `PaperBoi._syms` -> `._mkts`.

piker/clearing/_paper_engine.py

@@ -38,7 +38,6 @@ from ..brokers import get_brokermod
 from .. import data
 from ..data.types import Struct
 from ..accounting._mktinfo import (
-    Symbol,
     MktPair,
 )
 from ..accounting import (
@@ -85,7 +84,7 @@ class PaperBoi(Struct):
     _buys: defaultdict[str, bidict]
     _sells: defaultdict[str, bidict]
     _reqids: bidict
-    _syms: dict[str, Symbol] = {}
+    _mkts: dict[str, MktPair] = {}
 
     # init edge case L1 spread
     last_ask: tuple[float, float] = (float('inf'), 0)  # price, size
@@ -262,7 +261,7 @@ class PaperBoi(Struct):
         bs_mktid: str = fqme
         t = Transaction(
             fqsn=fqme,
-            sym=self._syms[fqme],
+            sym=self._mkts[fqme],
             tid=oid,
             size=size,
             price=price,
@@ -271,11 +270,8 @@ class PaperBoi(Struct):
             bs_mktid=bs_mktid,
         )
 
-        tx = t.to_dict()
-        tx.pop('sym')
-
         # update in-mem ledger and pos table
-        self.ledger.update({oid: tx})
+        self.ledger.update_from_t(t)
         self.ppt.update_from_trans({oid: t})
 
         # transmit pp msg to ems
@@ -293,12 +289,13 @@ class PaperBoi(Struct):
             # inferred from the pair?
             # currency=bs_mktid,
         )
-        await self.ems_trades_stream.send(pp_msg)
+        # write all updates to filesys immediately
-
+        # (adds latency but that works for simulation anyway)
-        # write all updates to filesys
         self.ledger.write_config()
         self.ppt.write_config()
 
+        await self.ems_trades_stream.send(pp_msg)
+
 
 async def simulate_fills(
     quote_stream: tractor.MsgStream,  # noqa
@@ -552,36 +549,51 @@ async def trades_dialogue(
             'paper',
         ) as ledger
     ):
-        # attempt to get market info from the backend instead of presuming
+        # NOTE: retreive market(pair) info from the backend broker
-        # the ledger entries have everything correct.
+        # since ledger entries (in their backend native format) often
+        # don't contain necessary market info per trade record entry..
+        # - if no fqme was passed in, we presume we're running in
+        #   "ledger-sync-only mode" and thus we load mkt info for
+        #   each symbol found in the ledger to a ppt table manually.
+
         # TODO: how to process ledger info from backends?
         # - should we be rolling our own actor-cached version of these
         # client API refs or using portal IPC to send requests to the
         # existing brokerd daemon?
         # - alternatively we can possibly expect and use
         # a `.broker.norm_trade_records()` ep?
-        fqmes: list[str] = [fqme]
+        brokermod = get_brokermod(broker)
-        if fqme is None:
+        gmi = getattr(brokermod, 'get_mkt_info', None)
-            fqmes = list(ppt.pps)
 
-        for fqme in fqmes:
+        # update all transactions with mkt info before
-            mkt: MktPair | None = None
+        # loading any pps
-            brokermod = get_brokermod(broker)
+        mkt_by_fqme: dict[str, MktPair | None] = {}
-            gmi = getattr(brokermod, 'get_mkt_info', None)
+        for tid, tdict in ledger.data.items():
-            if gmi:
+
+            # TODO: switch this to fqme
+            l_fqme = tdict['fqsn']
+            if (
+                gmi
+                and l_fqme not in mkt_by_fqme
+            ):
                 mkt, pair = await brokermod.get_mkt_info(
-                    fqme.rstrip(f'.{broker}'),
+                    l_fqme.rstrip(f'.{broker}'),
                 )
+                mkt_by_fqme[l_fqme] = mkt
 
-            # update pos table from ledger history
+            # if an ``fqme: str`` input was provided we only
-            ppt.update_from_trans(
+            # need a ``MktPair`` for that one market, since we're
-                ledger.to_trans(),
+            # running in real simulated-clearing mode, not just ledger
+            # syncing.
+            if (
+                fqme is not None
+                and fqme in mkt_by_fqme
+            ):
+                break
 
-                # NOTE: here we pass in any `MktPair` provided by the
+        # update pos table from ledger history and provide a ``MktPair``
-                # backend broker instead of assuming the pps.toml contains
+        # lookup for internal position accounting calcs.
-                # the correct contents!
+        ppt.update_from_trans(ledger.to_trans(mkt_by_fqme=mkt_by_fqme))
-                force_mkt=mkt
-            )
 
         pp_msgs: list[BrokerdPosition] = []
         pos: Position
@@ -621,6 +633,10 @@ async def trades_dialogue(
                 loglevel=loglevel,
             ) as feed,
         ):
+            # sanity check all the mkt infos
+            for fqme, flume in feed.flumes.items():
+                assert mkt_by_fqme[fqme] == flume.mkt
+
             async with (
                 ctx.open_stream() as ems_stream,
                 trio.open_nursery() as n,
@@ -635,11 +651,8 @@ async def trades_dialogue(
                     _sells=_sells,
                     _reqids=_reqids,
 
-                    # TODO: load postions from ledger file
+                    _mkts=mkt_by_fqme,
-                    _syms={
+
-                        fqme: flume.symbol
-                        for fqme, flume in feed.flumes.items()
-                    }
                 )
 
                 n.start_soon(